-9.5%
DASH vs BP
+178.6%
-188.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -4.5% | +3.8% | -8.3% | -4.9% |
| 30D | -6.8% | -5.3% | -1.5% | -6.4% |
| 3M | -20.7% | +9.3% | -29.9% | -21.8% |
| 6M | +15.1% | +7.2% | +7.8% | +13.4% |
| YTD | -24.3% | +38.0% | -62.3% | -29.2% |
| 1Y | -12.1% | +33.2% | -45.3% | -17.4% |
| 3Y | +91.1% | +50.3% | +40.8% | +73.0% |
| 5Y | -30.3% | +114.1% | -144.4% | -40.1% |
| All | -9.5% | +178.6% | -188.1% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling